state命令自然科學(xué)

1/1state命令-自然科學(xué)

一、回歸

regrlagaudit_opiniondunet_profitlevsizetotal_assets_growth_rateepsnet_asset_per_sharejian_renindliquiditystate

二、Person相關(guān)系數(shù)

pwcorraudit_opiniondunet_profitlevsizetotal_assets_growth_rateepsjian_renindliquiditystate,sig

三

orderstkcdaccperauditing_datecorporate_reporting_datefirst_booking_daterlagarlagrrlagurlagdelay_preaudit_opinio

>ndunet_profitlosssizelevtotal_assets_growth_rateepsjian_renindliquiditystatefinanceutilitiesproper

>tiesconglomeratesindustralscommercey2023y2023y2023y2023y2023y2023y2023y2023y2023y2023

四、

regrlagaudit_opiniondulosssizelevtotal_assets_growth_rateepsjian_renindliquidityshanghaishenzhenfinanceutilitiespropertiesconglomeratesindustralscommercey2023y2023y2023y2023y2023y2023y2023y2023y2023y2023

五、

orderstkcdaccperauditing_datecorporate_reporting_datefirst_booking_daterlagarlagrrlagurlagdelay_prechdeprea

>udit_opiniondulosssizelevtotal_assets_growth_rateepsjian_renindliquidityshanghaishenzhenfinanceutilitie

>spropertiesconglomeratesindustrails1industrails2industrails3industrails4industrails5industrails6industrails7industra

>ils8industrails9industrails10industrails11industrails12industrails13industrails14commercey2023y2023y2023y2023y2023

>y2023y2023y2023y2023y2023industralshangyehangyeindustrials

六

generaterr=finance+utilities+properties+conglomerates+industrails1+industrails2+industrails3+industrails4+in

>dustrails5+industrails6+industrails7+industrails8+industrails9+industrails10+industrails11+industrails12+industrai>ls13+industrails14+commerce七

sortaudit_opinion結(jié)果是：

note:shenzhenomittedbecauseofcollinearitynote:industrails12omittedbecauseofcollinearitynote:y2023omittedbecauseofcollinearity

LinearregressionNumberofobs=11783F(38,11744)=49.80Prob>F=0.0000R-squared=0.1272RootMSE=22.037

|Robust

rlag|Coef.Std.Err.tP>|t|[95%Conf.Interval]+

audit_opin~n|11.57641.764723215.140.00010.0774313.07539du|5.896507.466350112.640.0004.9823836.81063loss|7.63609.78453079.730.0006.0982799.1739size|1.490203.19286937.730.0001.1121471.868259lev|.0164396.01296241.270.205-.0089689.0418481total_asse~e|-1.791161.8010699-2.240.025-3.361391-.2209309eps|-3.815044.7721173-4.940.000-5.328522-2.301566jian_ren|.3300953.64554870.510.609-.93528741.595478ind|-2.4234663.278779-0.740.460-8.8504184.003485liquidity|5.6933231.2874144.420.0003.1697778.216868shanghai|-.9541333.430099-2.220.027-1.797199-.1110678shenzhen|(omitted)

finance|-11.766663.155108-3.730.000-17.9512-5.582129utilities|-10.811232.580241-4.190.000-15.86893-5.75353properties|-11.980332.608654-4.590.000-17.09373-6.866937conglomera~s|-7.1033162.533246-2.800.005-12.0689-2.137733industrails1|-8.4776843.269423-2.590.010-14.88629-2.069073industrails2|-8.5136262.662219-3.200.001-13.73202-3.295234industrails3|-9.7243542.718352-3.580.000-15.05278-4.395933industrails4|-16.828783.052956-5.510.000-22.81308-10.84448industrails5|-12.747772.562424-4.970.000-17.77054-7.724991industrails6|-10.448872.718395-3.840.000-15.77738-5.120365industrails7|-14.056772.590017-5.430.000-19.13363-8.979903industrails8|-10.414342.539308-4.100.000-15.39181-5.436878industrails9|-12.516913.126312-4.000.000-18.645-6.388815industrai~10|-10.487522.676442-3.920.000-15.7338-5.241255industrai~11|-6.7103592.714764-2.470.013-12.03175-1.388971industrai~12|(omitted)

industrai~13|-11.160113.62859-3.080.002-18.27275-4.047467

industrai~14|-10.026214.489388-2.230.026-18.82615-1.226262commerce|-6.8355422.583339-2.650.008-11.89931-1.771769y2023|(omitted)

y2023|2.513771.0910782.300.021.37507574.652464y2023|4.460891.2519383.560.0002.0068846.914897y2023|4.0404691.2902643.130.0021.5113376.569602y2023|5.8950981.2923524.560.0003.3618738.428323y2023|7.7055061.3352945.770.0005.08810810.3229y2023|6.8113671.3839114.920.0004.0986729.524061y2023|6.1352091.3690714.480.0003.4516048.818815y2023|3.030541.4676122.060.039.15377785.907302y2023|4.6155051.4931283.090.0021.6887267.542284_cons|56.991814.70663912.110.00047.7660166.2176

八

regrlagaudit_opiniondulosssizelevtotal_assets_growth_rateepsjian_renindliquidityshanghaishenzhen

>financeutilitiespropertiesconglomeratesindustrails1industrails2industrails3industrails4industrails5industrails6indu

>strails7industrails8industrails9industrails10industrails11industrails12industrails13industrails14commercey2023y2023y2

>003y2023y2023y2023y2023y2023y2023y2023

note:shenzhenomittedbecauseofcollinearitynote:industrails12omittedbecauseofcollinearitynote:y2023omittedbecauseofcollinearity

Source|SSdfMSNumberofobs=11783+F(38,11744)=45.03

Model|830980.6433821867.9116Prob>F=0.0000Residual|5703197.5311744485.626492R-squared=0.1272+AdjR-squared=0.1244

Total|6534178.1711782554.589897RootMSE=22.037

rlag|Coef.Std.Err.tP>|t|[95%Conf.Interval]+

audit_opin~n|11.57641.781594114.810.00010.0443613.10846du|5.896507.461919512.770.0004.9910686.801946loss|7.63609.749553910.190.0006.166849.10534size|1.490203.18711617.960.0001.1234251.856982lev|.0164396.02446990.670.502-.0315254.0644046total_asse~e|-1.791161.49559-3.610.000-2.762599-.8197223eps|-3.815044.4336712-8.800.000-4.665112-2.964977

jian_ren|.3300953.63001170.520.600-.90483231.565023ind|-2.4234663.337178-0.730.468-8.964894.117957liquidity|5.6933231.267034.490.0003.2097338.176912shanghai|-.9541333.4259022-2.240.025-1.788972-.1192944shenzhen|(omitted)

finance|-11.766663.655417-3.220.001-18.93189-4.60144utilities|-10.811233.272023-3.300.001-17.22493-4.397529properties|-11.980333.275595-3.660.000-18.40104-5.559621conglomera~s|-7.1033163.236891-2.190.028-13.44816-.7584723industrails1|-8.4776843.836692-2.210.027-15.99824-.9571309industrails2|-8.5136263.336386-2.550.011-15.0535-1.973755industrails3|-9.7243543.370693-2.880.004-16.33147-3.117237industrails4|-16.828783.594037-4.680.000-23.87369-9.78387industrails5|-12.747773.254566-3.920.000-19.12726-6.368277industrails6|-10.448873.385778-3.090.002-17.08556-3.812185industrails7|-14.056773.275747-4.290.000-20.47777-7.635758industrails8|-10.414343.239929-3.210.001-16.76514-4.063544industrails9|-12.516913.721996-3.360.001-19.81264-5.221177industrai~10|-10.487523.352039-3.130.002-17.05808-3.916973industrai~11|-6.7103593.391467-1.980.048-13.3582-.0625195industrai~12|(omitted)

industrai~13|-11.160114.187375-2.670.008-19.36806-2.952156industrai~14|-10.026214.864098-2.060.039-19.56065-.491768commerce|-6.8355423.270861-2.090.037-13.24697-.4241106y2023|(omitted)

y2023|2.513771.1424832.200.028.27431364.753226y2023|4.460891.308153.410.0011.89677.025081y2023|4.0404691.3301653.040.0021.4331256.647814y2023|5.8950981.3459634.380.0003.2567878.53341y2023|7.7055061.359835.670.0005.04001410.371y2023|6.8113671.3948224.880.0004.0772849.54545y2023|6.1352091.412484.340.0003.3665148.903904y2023|3.030541.4726462.060.040.14390895.917171y2023|4.6155051.5154623.050.0021.6449497.586062_cons|56.991815.07418811.230.00047.0455666.93806

九|stata生成虛擬變量

2023-03-3107:50P.M.

生成虛擬變量

在許多場合，需要對分別變量（categoricalvariables）生成虛擬變量。Stata供應(yīng)的xi命令能很便利地實(shí)現(xiàn)這一點(diǎn)。這是Stata最引人入勝的功能之一。本文僅介紹xi命令最基

本的用法：

xi[,prefix(string)]i.varname

varname是某一分類變量，設(shè)其共有m個(gè)可能的取值；string是prefix指定的前綴。上述指令生成了K-1個(gè)虛擬變量：stringvarname_2,stringvarname_3,…,stringvarname_K。其中stringvarname表示字符串string和varname的聯(lián)合。假如不使用[,prefix(string)]選項(xiàng)，則默認(rèn)的前綴是_I。

例：數(shù)據(jù)集中year的取值范圍是2023，2023，2023，2023，2023，則指令xii.year生成4個(gè)虛擬變量_Iyear_2，_Iyear_3，_Iyear_4，_Iyear_5，分別對應(yīng)year取值為2023，2023，2023，2023的情形。

tabx1,gen(x1)產(chǎn)生x1的虛擬變量。

genfsize1=fize==1產(chǎn)生虛擬變量，假如familysize為1，則令fsize1=1，否則為零。下同。

genfsize2=fsize==2genfsize3=fsize==3genfsize4=fsize==4genfsize5=fsize>=5

十、

regrlagaudit_opiniondulosssizeincomelevtotal_assets_growth_rateepsjian_renindliquiditystateshanghaishenzhenfi

>nanceutilitiespropertiesconglomeratesindustrails1industrails2industrails3industrails4industrails5industrails6indust

>rails7industrails8industrails9industrails10industrails11industrails12industrails13industrails14commercey2023y2023y200

>3y2023y2023y2023y2023y2023y2023y2023,r

note:shenzhenomittedbecauseofcollinearitynote:industrails12omittedbecauseofcollinearitynote:y2023omittedbecauseofcollinearity

LinearregressionNumberofobs=11783F(40,11742)=49.23Prob>F=0.0000R-squared=0.1309RootMSE=21.992

|Robust

rlag|Coef.Std.Err.tP>|t|[95%Conf.Interval]

+

audit_opin~n|10.80226.770052914.030.0009.29283312.3117du|5.765311.463605212.440.0004.8565686.674054loss|7.203929.77187089.330.0005.6909348.716924size|3.431771.343098710.000.0002.7592414.104302income|-1.822826.2685361-6.790.000-2.349201-1.296451lev|.0290545.01307892.220.026.0034177.0546913total_asse~e|-2.134841.8076954-2.640.008-3.718058-.5516235eps|-3.607401.7401976-4.870.000-5.058311-2.156491jian_ren|.2132241.64384490.330.741-1.0488191.475267ind|-2.457253.275423-0.750.453-8.8776243.963124liquidity|5.1762421.4803783.500.0002.2744558.078029state|-.62709451.06994-0.590.558-2.7243561.470166shanghai|-.9304403.4288382-2.170.030-1.771034-.0898462shenzhen|(omitted)

finance|-16.929033.26831-5.180.000-23.33546-10.52259utilities|-13.035642.592124-5.030.000-18.11663-7.954643properties|-14.506452.62843-5.520.000-19.65861-9.354287conglomera~s|-8.5194072.533315-3.360.001-13.48512-3.553688industrails1|-9.5238983.261626-2.920.004-15.91723-3.130569industrails2|-9.6916932.660096-3.640.000-14.90592-4.477462industrails3|-10.813392.716238-3.980.000-16.13767-5.48911industrails4|-18.190523.051069-5.960.000-24.17112-12.20992industrails5|-13.644262.557115-5.340.000-18.65663-8.631894industrails